I used a usb-c external SSD drive. Worked like a charm and I even could run starcitizen from that with no remarkable performance drop. Once I was settled with linux I just installed the external SSD internally.

I use backrest selfhostet on my server running yunohost. It is pretty much set and forget. I love it.

German Linux Magazin from 2005.

So I have no clue about the Steamdeck but as far as I know there should be a desktop mode. Maybe you can than install Lutris which has the possibility to include GOG games.